I (almost) always press to the dark. I like being able to nest the seams when piecing. But, like everything else in our art, each quilter has his/her own preferred method of doing things.
As for the long-armer's broken needle problem- the only time I've broken a needle because of fabric is when I hit the umpty-ump layers of seam allowance at the center of a paper pieced star. Otherwise, I dont' think I've ever broken a needle on my quilting machine (Knock on wood!!!)